Many microorganisms have evolved chemotactic strategies to exploit the microscale heterogeneity that frequently characterizes microbial habitats. Chemotaxis has been primarily studied as an average characteristic of a population, with little regard for variability among individuals. Here, we adopt a classic tool from animal ecology - the T-maze - and implement it at the microscale by using microfluidics to expose bacteria to a sequence of decisions, each consisting of migration up or down a chemical gradient. Single-cell observations of clonal Escherichia coli in the maze, coupled with a mathematical model, reveal that strong heterogeneity in the chemotactic sensitivity coefficient exists even within clonal populations of bacteria. A comparison of different potential sources of heterogeneity reveals that heterogeneity in the T-maze originates primarily from the chemotactic sensitivity coefficient, arising from a distribution of pathway gains. This heterogeneity may have a functional role, for example in the context of migratory bet-hedging strategies.